房屋經濟學的個體計量模型

The Microeconometrics of Housing: A Survey

簡錦漢(Kam-Hon Kan) ； 蔡偉德(Wei-Der Tsai)

《都市與計劃》 29卷2期 (2002/09) Pp. 337-354

摘要

在住宅市場中,家戶行為的測量往往是以屬值或斷變數方式呈現。而令家戶行為的實証模型更為複雜的是家戶行為同時兼具同期與跨期的相依性,且往往有強烈的持續性。因此,建構住宅市場行為的實証模型是一項極具挑戰性的工作。在此篇研究中,我們檢視一些常用或有 潛在用途的個體計量工具及方法。

關鍵字

住宅權屬選擇 ； 遷移決定 ； 間斷決擇模型

並列摘要

The measurements of various aspects of households' behavior in the housing market are manifested as qualitative and censored variables. What makes the empirical modeling of household behavior more complicated is that they are interdependence, contemporaneously and intertemporally, and persistent. Thus, empirical modeling of housing market behavior is a challenging task. In this paper, we survey some of the often-used microeconometric tools and some econometric methods, which are potentially useful.

並列關鍵字

Housing tenure choice ； Residential mobility ； Discrete choice models

參考文獻

Amemiya, T.(1978).The estimation of a simultaneous equation generalized probit model.Econometrica.46(5)

Avery, R. B., Hansen, L. P., Hotz, V. J.(1983).Multiperiod probit models and orthogonality condition estimation.International Economic Review.24(1)

Bar-Ilan, A., Blinder, A. S.(1988).The life cycle permanent-income model and consumer durables.Annales D'Economie Et De Statistique.9

Bernanke, B. S.(1985).Adjustment Costs, Durables, and Aggregate Consumption.Journal of Monetary Economics.15

Bertschek, I., Lechner, M.(1998).Convenient estimators for the panel probit model.Journal of Econometrics.87(2)